RSPC Options History — December 2023 In December 2023, RSPC traded between $28.04 and $29.41. ATM implied volatility averaged 29.2%, placing in the 20.4% IV rank vs the trailing year. The 30-day expected move averaged 5.5%. IV traded above realized volatility by 14.9% (HV 20d: 14.3%). Max pain ranged from $28.00 to $28.00. Net GEX was positive for 0 of 20 trading days. Term structure was in contango for 8 of 20 days.
Notable Days 2023-12-13 : Largest IV drop — 70.8% change2023-12-29 : Highest IV Rank — 40.1%2023-12-29 : Largest Expected Move — 9.3%Monthly Statistics Metric Avg Min Max Open Close Price $28.77 $28.04 $29.41 $28.45 $29.29 Max Pain $28.00 $28.00 $28.00 $28.00 $28.00 ATM IV 29.2% 16.0% 62.0% 25.1% 32.6% Expected Move 5.5% 3.1% 9.3% 7.2% 9.3% HV 20d 14.3% 13.0% 16.9% 16.9% 14.6% HV 60d 17.3% 17.0% 17.5% 17.3% 17.3% IV Rank 20.4% 12.9% 40.1% 12.9% 40.1% IV Percentile 41.5% 18.3% 87.1% 18.3% 87.1% Term Structure -0.4% -17.5% 12.9% -17.5% -7.2% Skew 25d -5.2% -19.9% 3.2% 3.2% -19.9% Skew 10d 0.7% -7.2% 6.9% 1.3% 2.0% Call IV 25d 20.9% 12.9% 37.5% 24.6% 37.5% Put IV 25d 15.7% 10.1% 27.8% 27.8% 17.6% Bid-Ask Spread % 138.62 134.05 143.18 138.35 141.83 Gamma HHI 1.00 1.00 1.00 1.00 1.00 Net GEX -1.7K -2.7K -1.1K -2.1K -1.1K Net DEX 8.8K 4.6K 12.8K 9.6K 8.0K Net VEX -30 -39 -20 -38 -23 Div Yield 0.0% 0.0% 0.0% 0.0% 0.0% Total Volume 0 0 0 0 0 Total OI 10 10 10 10 10
Daily Data (20 trading days) Date Price Max Pain ATM IV Exp Move HV 20d IV Rank VWIV Skew 25d Term Str GEX DEX VEX P/C Spread % Call Wall Put Wall Call Vol Put Vol Call OI Put OI 2023-12-01 $28.45 $0.00 25.1% 7.2% 16.9% 0.0% 0.0% 3.2% -17.5% -2.1K 9.6K -38 0.00 138.35 N/A N/A 0 0 0 10 2023-12-04 $28.38 $28.00 26.5% 3.6% 15.0% 0.0% 0.0% -3.1% 11.6% -2.1K 10.4K -38 0.00 139.16 N/A N/A 0 0 0 10 2023-12-05 $28.04 $28.00 37.8% 3.7% 14.4% 0.0% 0.0% -1.1% 8.9% -2.4K 12.8K -39 0.00 140.43 N/A N/A 0 0 0 10 2023-12-06 $28.04 $28.00 34.9% 3.3% 14.4% 0.0% 0.0% 0.9% 11.4% -2.4K 12.8K -38 0.00 137.04 N/A N/A 0 0 0 10 2023-12-07 $28.14 $28.00 32.3% 4.1% 13.8% 0.0% 0.0% 0.9% 6.4% -2.3K 12.6K -38 0.00 136.72 N/A N/A 0 0 0 10 2023-12-08 $28.52 $28.00 42.9% 5.0% 14.1% 0.0% 0.0% 0.5% 3.0% -2.2K 9.2K -35 0.00 139.64 N/A N/A 0 0 0 10 2023-12-11 $28.44 $28.00 57.7% 3.5% 14.0% 0.0% 0.0% -6.3% 12.9% -2.3K 9.7K -34 0.00 137.56 N/A N/A 0 0 0 10 2023-12-12 $28.34 $28.00 62.0% 3.1% 14.0% 0.0% 0.0% -10.0% 10.7% -2.7K 10.1K -33 0.00 140.47 N/A N/A 0 0 0 10 2023-12-13 $28.80 $28.00 18.1% 5.2% 13.0% 0.0% 0.0% -3.6% 7.6% -1.5K 9.3K -32 0.00 139.37 N/A N/A 0 0 0 10 2023-12-14 $29.25 $28.00 25.4% 7.3% 13.6% 0.0% 0.0% -6.7% -0.0% -1.2K 8.0K -30 0.00 139.60 N/A N/A 0 0 0 10 2023-12-15 $29.02 $28.00 25.9% 7.4% 13.9% 0.0% 0.0% -6.1% -3.6% -1.1K 9.5K -33 0.00 143.18 N/A N/A 0 0 0 10 2023-12-18 $28.92 $28.00 16.0% 4.6% 14.1% 0.0% 0.0% -8.0% -5.4% -1.3K 6.4K -26 0.00 134.05 N/A N/A 0 0 0 10 2023-12-19 $29.20 $28.00 19.4% 5.6% 13.6% 0.0% 0.0% -3.1% -6.6% -1.3K 7.0K -26 0.00 137.32 N/A N/A 0 0 0 10 2023-12-20 $28.80 $28.00 19.2% 5.5% 14.4% 12.9% 0.0% -4.2% -6.2% -1.6K 8.4K -28 0.00 138.55 N/A N/A 0 0 0 10 2023-12-21 $28.96 $28.00 20.4% 5.8% 14.3% 15.3% 0.0% -6.4% -4.0% -1.8K 4.6K -20 0.00 135.19 N/A N/A 0 0 0 10 2023-12-22 $28.98 $28.00 19.9% 5.7% 14.3% 14.2% 0.0% -2.4% -4.4% -1.5K 7.2K -26 0.00 138.23 N/A N/A 0 0 0 10 2023-12-26 $29.20 $28.00 22.1% 6.3% 14.4% 18.8% 0.0% -11.0% -8.9% -1.3K 7.1K -23 0.00 139.63 N/A N/A 0 0 0 10 2023-12-27 $29.13 $28.00 22.2% 6.4% 14.3% 19.0% 0.0% -7.9% -4.7% -1.4K 6.8K -22 0.00 134.28 N/A N/A 0 0 0 10 2023-12-28 $29.41 $28.00 23.7% 6.8% 14.5% 22.1% 0.0% -10.6% -11.0% -1.2K 6.3K -21 0.00 141.76 N/A N/A 0 0 0 10 2023-12-29 $29.29 $28.00 32.6% 9.3% 14.6% 40.1% 0.0% -19.9% -7.2% -1.1K 8.0K -23 0.00 141.83 N/A N/A 0 0 0 10
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